Limit theorems on large deviations for semimartingales (Q3991744)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit theorems on large deviations for semimartingales |
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Limit theorems on large deviations for semimartingales (English)
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28 June 1992
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semimartingales
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Wiener process
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Poissonian martingale measure
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large deviation principle
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Legendre-Fenchel transform
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exponential tightness
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